Narrow search
Showing 1 - 4 of 4
Cover Image
Modelling extreme claims via composite models and threshold selection methods
Wang, Yinzhi; Hobæk Haff, Ingrid; Huseby, Arne - In: Insurance / Mathematics & economics 91 (2020), pp. 257-268
Persistent link: https://www.econbiz.de/10012242026
Cover Image
Focussed selection of the claim severity distribution
Wang, Yinzhi; Hobæk Haff, Ingrid - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 129-142
Persistent link: https://www.econbiz.de/10012194941
Cover Image
Risk aggregation in Solvency II through recursive log-normals
Bølviken, Erik; Guillén, Montserrat - In: Insurance / Mathematics & economics 73 (2017), pp. 20-26
Persistent link: https://www.econbiz.de/10011702034
Cover Image
Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes
Baños, David; Bølviken, Erik; Duedahl, Sindre; … - In: Scandinavian actuarial journal 2020 (2020) 1, pp. 44-83
Persistent link: https://www.econbiz.de/10012195019